Spatial autoregressive (SAR) and related models offer flexible yet parsimonious ways to model spatial or network interaction. SAR specifications typically rely on a particular parametric functional form and an exogenous choice of the so-called spatial weight matrix with only limited guidance...

This paper examines a nonparametric CUSUM-type test for common trends in large panel data sets with individual fixed effects. We consider, as in Zhang, Su and Phillips (2012), a partial linear regression model with unknown functional form for the trend component, although our test does not...